多元统计
协方差矩阵
多元正态分布
散射矩阵
数学
矩阵t分布
协方差
椭圆分布
统计
基质(化学分析)
多元方差分析
化学
色谱法
作者
T. W. Anderson,Kai‐Tai Fang
摘要
Abstract : In this paper, the multivariate elliptically contoured distributions which generalize the elliptically contoured distribution to the case of a matrix are defined and a special class of multivariate elliptically contoured distributions is studied in detail. For this class we obtain the distributions of the following statistics: correlation coefficients, multiple correlation coefficients, Hotelling's T2, sample covariance matrix, generalized variance, characteristic roots of the covariance matrix, quadratic forms, etc. Some multivariate statistical applications are discussed. (Author)
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